CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0715 |
1.0810 |
0.0095 |
0.9% |
1.0790 |
| High |
1.0815 |
1.0857 |
0.0042 |
0.4% |
1.0857 |
| Low |
1.0667 |
1.0780 |
0.0113 |
1.1% |
1.0667 |
| Close |
1.0815 |
1.0809 |
-0.0006 |
-0.1% |
1.0809 |
| Range |
0.0148 |
0.0077 |
-0.0071 |
-48.0% |
0.0190 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.3% |
0.0000 |
| Volume |
26 |
58 |
32 |
123.1% |
166 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1005 |
1.0851 |
|
| R3 |
1.0969 |
1.0928 |
1.0830 |
|
| R2 |
1.0892 |
1.0892 |
1.0823 |
|
| R1 |
1.0851 |
1.0851 |
1.0816 |
1.0833 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0807 |
| S1 |
1.0774 |
1.0774 |
1.0802 |
1.0756 |
| S2 |
1.0738 |
1.0738 |
1.0795 |
|
| S3 |
1.0661 |
1.0697 |
1.0788 |
|
| S4 |
1.0584 |
1.0620 |
1.0767 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1268 |
1.0914 |
|
| R3 |
1.1158 |
1.1078 |
1.0861 |
|
| R2 |
1.0968 |
1.0968 |
1.0844 |
|
| R1 |
1.0888 |
1.0888 |
1.0826 |
1.0928 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0798 |
| S1 |
1.0698 |
1.0698 |
1.0792 |
1.0738 |
| S2 |
1.0588 |
1.0588 |
1.0774 |
|
| S3 |
1.0398 |
1.0508 |
1.0757 |
|
| S4 |
1.0208 |
1.0318 |
1.0705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0857 |
1.0667 |
0.0190 |
1.8% |
0.0077 |
0.7% |
75% |
True |
False |
33 |
| 10 |
1.0892 |
1.0667 |
0.0225 |
2.1% |
0.0053 |
0.5% |
63% |
False |
False |
28 |
| 20 |
1.0892 |
1.0649 |
0.0243 |
2.2% |
0.0060 |
0.6% |
66% |
False |
False |
25 |
| 40 |
1.0892 |
1.0298 |
0.0594 |
5.5% |
0.0051 |
0.5% |
86% |
False |
False |
16 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0040 |
0.4% |
77% |
False |
False |
11 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0031 |
0.3% |
79% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1184 |
|
2.618 |
1.1059 |
|
1.618 |
1.0982 |
|
1.000 |
1.0934 |
|
0.618 |
1.0905 |
|
HIGH |
1.0857 |
|
0.618 |
1.0828 |
|
0.500 |
1.0819 |
|
0.382 |
1.0809 |
|
LOW |
1.0780 |
|
0.618 |
1.0732 |
|
1.000 |
1.0703 |
|
1.618 |
1.0655 |
|
2.618 |
1.0578 |
|
4.250 |
1.0453 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0819 |
1.0793 |
| PP |
1.0815 |
1.0778 |
| S1 |
1.0812 |
1.0762 |
|